ICE Russell 2000 Mini Future December 2008


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 713.0 699.7 -13.3 -1.9% 728.3
High 718.7 715.2 -3.5 -0.5% 741.6
Low 687.7 675.0 -12.7 -1.8% 699.0
Close 691.0 712.9 21.9 3.2% 723.7
Range 31.0 40.2 9.2 29.7% 42.6
ATR 18.6 20.2 1.5 8.3% 0.0
Volume 129,781 247,474 117,693 90.7% 318,051
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 821.8 807.5 735.0
R3 781.5 767.3 724.0
R2 741.3 741.3 720.3
R1 727.0 727.0 716.5 734.3
PP 701.0 701.0 701.0 704.5
S1 686.8 686.8 709.3 694.0
S2 660.8 660.8 705.5
S3 620.8 646.8 701.8
S4 580.5 606.5 690.8
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 849.3 829.0 747.3
R3 806.8 786.5 735.5
R2 764.0 764.0 731.5
R1 743.8 743.8 727.5 732.8
PP 721.5 721.5 721.5 715.8
S1 701.3 701.3 719.8 690.0
S2 678.8 678.8 716.0
S3 636.3 658.8 712.0
S4 593.8 616.0 700.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 725.8 675.0 50.8 7.1% 25.5 3.6% 75% False True 137,456
10 747.6 675.0 72.6 10.2% 23.3 3.3% 52% False True 69,724
20 753.0 675.0 78.0 10.9% 17.5 2.5% 49% False True 35,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.7
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 886.0
2.618 820.5
1.618 780.3
1.000 755.5
0.618 740.0
HIGH 715.3
0.618 699.8
0.500 695.0
0.382 690.3
LOW 675.0
0.618 650.3
1.000 634.8
1.618 610.0
2.618 569.8
4.250 504.3
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 707.0 708.8
PP 701.0 704.5
S1 695.0 700.5

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.